Question: The support vector regression (SVR) problem is to find weights w and b such that, for each data point, your prediction yi = wTx; +

The support vector regression (SVR) problem is to find weights w and b such that, for each data point, your prediction yi = wTx; + bis within a margin of the true value yi, possibly after adding slack variables and minimize [wll2+OT( 6) subject to vi -wx, - bse+fi, Vi (a) Show that this is a convex optimization problem (b) Find the dual of this optimization problem. The support vector regression (SVR) problem is to find weights w and b such that, for each data point, your prediction yi = wTx; + bis within a margin of the true value yi, possibly after adding slack variables and minimize [wll2+OT( 6) subject to vi -wx, - bse+fi, Vi (a) Show that this is a convex optimization problem (b) Find the dual of this optimization
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